Soc. Generale Call 95 RTX 16.01.2026
/ DE000SW8Q0J5
Soc. Generale Call 95 RTX 16.01.2.../ DE000SW8Q0J5 /
| 10/07/2024 11:44:23 |
Chg.-0.020 |
Bid12:02:34 |
Ask12:02:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.570EUR |
-1.26% |
1.560
Bid Size: 4,000 |
1.600
Ask Size: 4,000 |
RTX Corporation |
95.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
SW8Q0J |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
RTX Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
08/04/2024 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.48 |
| Intrinsic value: |
0.56 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.20 |
| Parity: |
0.56 |
| Time value: |
1.03 |
| Break-even: |
103.75 |
| Moneyness: |
1.06 |
| Premium: |
0.11 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.63% |
| Delta: |
0.71 |
| Theta: |
-0.01 |
| Omega: |
4.19 |
| Rho: |
0.77 |
Quote data
| Open: |
1.550 |
| High: |
1.570 |
| Low: |
1.550 |
| Previous Close: |
1.590 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.61% |
| 1 Month |
|
|
-24.52% |
| 3 Months |
|
|
-13.74% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.590 |
1.500 |
| 1M High / 1M Low: |
2.080 |
1.500 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.534 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.735 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
64.02% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
